Optimal linear estimation for continuous stochastic systems with random observation delays
DOI10.1002/rnc.1831zbMath1271.93147OpenAlexW2155494170MaRDI QIDQ2846167
Chunyan Han, Huan-Shui Zhang, Gang Feng
Publication date: 5 September 2013
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/rnc.1831
convergence analysislinear estimationcontinuous-time systemsRiccati differential equationsinnovation analysis methodrandom jump delays
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (2)
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